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Fat-tailed distribution
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1	REAL WORLD RISK INSTITUTE WORKING PAPER SERIES 1 What are the chances of a third world war? Pasquale Cirillo and Nassim Nicholas Taleb Add to Reading List Source URL: www.fooledbyrandomness.com Language: English - Date: 2016-04-11 07:58:05 Hypothesis testing Mathematical finance Actuarial science Financial risk The Better Angels of Our Nature Fat-tailed distribution Statistics Value at risk Statistical significance The Black Swan Nassim Nicholas Taleb Variance
2	REAL WORLD RISK INSTITUTE WORKING PAPER SERIES How to (not) estimate Gini indices for fat tailed variables ∗ Tandon Add to Reading List Source URL: dl.dropboxusercontent.com Language: English Statistics Mathematical analysis Probability Probability distributions Pareto distribution Gini coefficient Characteristic function Gamma distribution
3	Understanding tail risk Your Global Investment Authority EDUCATION SERIES Allocating across a diversified Add to Reading List Source URL: investments.pimco.com Language: English - Date: 2015-02-05 20:07:52 Economics Financial risk Financial services Actuarial science Financial markets Fat-tailed distribution Hedge Derivative Diversification Financial economics Finance Investment
4	Appendices A. Simulating Fat Tailed Distributions Suppose one wants to simulate a random variable of zero mean and unit variance, but with a given degree of tail fatness (fourth moment). Sticking to the more-or-less \bel Add to Reading List Source URL: www.mit.edu Language: English - Date: 2003-05-07 11:47:19 Kurtosis RiskMetrics Normal distribution Poisson distribution Standard deviation Probability distribution Variance Variance gamma process Cauchy distribution Statistics Data analysis Summary statistics
5	Macroeconomic Dynamics, 4, 2000, 170–196. Printed in the United States of America. HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS RAMA CONT Add to Reading List Source URL: www.cmap.polytechnique.fr Language: English - Date: 2004-04-17 17:22:55 Mathematical finance Probability theory Behavioral finance Technical analysis Volatility Fat-tailed distribution Stable distribution Kurtosis Normal distribution Statistics Financial economics Probability and statistics
6	Fibonacci Binning Sebastiano Vigna∗ December 15, 2013 1e+10 Add to Reading List Source URL: vigna.di.unimi.it Language: English - Date: 2013-12-16 03:04:27 Probability theory Binning Non-parametric statistics Fibonacci number Plot Dot plot Histogram Fat-tailed distribution Exponential distribution Statistics Exponentials Power law
7	CVaR sensitivity with respect to tail thickness by Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi Add to Reading List Source URL: econpapers.wiwi.kit.edu Language: English - Date: 2011-05-18 10:45:52 Normal distribution Stable distribution Fat-tailed distribution Characteristic function Skewness Greek letters Symbol Exponentially modified Gaussian distribution Statistics Probability theory Probability
8	Fat-tailed models for risk estimation by Stoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Iotova, Frank J. Fabozzi Add to Reading List Source URL: econpapers.wiwi.kit.edu Language: English - Date: 2011-05-18 10:46:26 Mathematical finance Actuarial science Probability theory Skewness Kurtosis Fat-tailed distribution Volatility Stable distribution Normal distribution Statistics Probability and statistics Probability
9	How Useful are Implied Distributions? Evidence from Stock-Index Options by Gordon Gemmill and Apostolos Saflekos* Abstract Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:16:57 Finance Investment Volatility smile Volatility Implied volatility Log-normal distribution Fat-tailed distribution Futures contract Black–Scholes Financial economics Mathematical finance Options
10	Spotlight Déjà Vu All Over Again By Paul D. Kaplan When risk models fall short, advisors need to look no further than Add to Reading List Source URL: morningstardirect.morningstar.com Language: English - Date: 2011-09-29 12:21:43 Mathematical finance Actuarial science Probability theory Behavioral finance Fat-tailed distribution Log-normal distribution Power law Capital asset pricing model Stable distribution Financial economics Statistics Economics

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